Stochastic modeling of mortality rates and Mortality-at-Risk forecast by taking conditional heteroscedasticity effect into account

Mortality and mortality rate have become the major issues in insurance industries, for instance, life insurance and pension fund. Such industries will, in particular, be concerned with the quantification of risk attached, say longevity risk, to insurance products that may receive severe impacts from...

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Detalles Bibliográficos
Autores principales: Syuhada, Khreshna, Hakim, Arief
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8493585/
https://www.ncbi.nlm.nih.gov/pubmed/34632127
http://dx.doi.org/10.1016/j.heliyon.2021.e08083

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8493585/
https://www.ncbi.nlm.nih.gov/pubmed/34632127
http://dx.doi.org/10.1016/j.heliyon.2021.e08083

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